Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,950 |
8,900 |
-50 |
-0.6% |
8,650 |
High |
9,000 |
9,085 |
85 |
0.9% |
8,870 |
Low |
8,875 |
8,895 |
20 |
0.2% |
8,600 |
Close |
8,905 |
9,030 |
125 |
1.4% |
8,800 |
Range |
125 |
190 |
65 |
52.0% |
270 |
ATR |
223 |
221 |
-2 |
-1.1% |
0 |
Volume |
6,438 |
8,379 |
1,941 |
30.1% |
51,130 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,573 |
9,492 |
9,135 |
|
R3 |
9,383 |
9,302 |
9,082 |
|
R2 |
9,193 |
9,193 |
9,065 |
|
R1 |
9,112 |
9,112 |
9,048 |
9,153 |
PP |
9,003 |
9,003 |
9,003 |
9,024 |
S1 |
8,922 |
8,922 |
9,013 |
8,963 |
S2 |
8,813 |
8,813 |
8,995 |
|
S3 |
8,623 |
8,732 |
8,978 |
|
S4 |
8,433 |
8,542 |
8,926 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,567 |
9,453 |
8,949 |
|
R3 |
9,297 |
9,183 |
8,874 |
|
R2 |
9,027 |
9,027 |
8,850 |
|
R1 |
8,913 |
8,913 |
8,825 |
8,970 |
PP |
8,757 |
8,757 |
8,757 |
8,785 |
S1 |
8,643 |
8,643 |
8,775 |
8,700 |
S2 |
8,487 |
8,487 |
8,751 |
|
S3 |
8,217 |
8,373 |
8,726 |
|
S4 |
7,947 |
8,103 |
8,652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,085 |
8,635 |
450 |
5.0% |
171 |
1.9% |
88% |
True |
False |
8,286 |
10 |
9,085 |
8,600 |
485 |
5.4% |
204 |
2.3% |
89% |
True |
False |
10,175 |
20 |
9,780 |
8,600 |
1,180 |
13.1% |
273 |
3.0% |
36% |
False |
False |
15,548 |
40 |
10,255 |
8,600 |
1,655 |
18.3% |
227 |
2.5% |
26% |
False |
False |
12,742 |
60 |
10,255 |
8,600 |
1,655 |
18.3% |
199 |
2.2% |
26% |
False |
False |
11,136 |
80 |
10,255 |
8,600 |
1,655 |
18.3% |
167 |
1.8% |
26% |
False |
False |
8,756 |
100 |
10,255 |
8,600 |
1,655 |
18.3% |
136 |
1.5% |
26% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,893 |
2.618 |
9,583 |
1.618 |
9,393 |
1.000 |
9,275 |
0.618 |
9,203 |
HIGH |
9,085 |
0.618 |
9,013 |
0.500 |
8,990 |
0.382 |
8,968 |
LOW |
8,895 |
0.618 |
8,778 |
1.000 |
8,705 |
1.618 |
8,588 |
2.618 |
8,398 |
4.250 |
8,088 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,017 |
8,994 |
PP |
9,003 |
8,958 |
S1 |
8,990 |
8,923 |
|